A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods

10.1023/B:JOGO.0000015311.63755.01

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Main Authors: Liu, X., Sun, J.
Other Authors: SINGAPORE-MIT ALLIANCE
Format: Article
Published: 2013
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/44230
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-442302023-10-26T09:40:23Z A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods Liu, X. Sun, J. SINGAPORE-MIT ALLIANCE DECISION SCIENCES Decomposition Infeasible primal-dual interior point method Scenario analysis Stochastic linear programs 10.1023/B:JOGO.0000015311.63755.01 Journal of Global Optimization 28 2 197-215 JGOPE 2013-10-09T06:19:16Z 2013-10-09T06:19:16Z 2004 Article Liu, X., Sun, J. (2004). A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods. Journal of Global Optimization 28 (2) : 197-215. ScholarBank@NUS Repository. https://doi.org/10.1023/B:JOGO.0000015311.63755.01 09255001 http://scholarbank.nus.edu.sg/handle/10635/44230 000188853400005 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Decomposition
Infeasible primal-dual interior point method
Scenario analysis
Stochastic linear programs
spellingShingle Decomposition
Infeasible primal-dual interior point method
Scenario analysis
Stochastic linear programs
Liu, X.
Sun, J.
A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
description 10.1023/B:JOGO.0000015311.63755.01
author2 SINGAPORE-MIT ALLIANCE
author_facet SINGAPORE-MIT ALLIANCE
Liu, X.
Sun, J.
format Article
author Liu, X.
Sun, J.
author_sort Liu, X.
title A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
title_short A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
title_full A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
title_fullStr A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
title_full_unstemmed A new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
title_sort new decomposition technique in solving multistage stochastic linear programs by infeasible interior point methods
publishDate 2013
url http://scholarbank.nus.edu.sg/handle/10635/44230
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